Our Goal
Going into this challenge, our goal was to get a good understanding of stonks and markets in general, and experiment with loads of different approaches to see their effect.
Our First Strategy
Like most people, we started by comparing the cost of GOOGLE+AMAZON with the cost of TECH_BASKET. If the latter was cheaper than the former, we'd buy as much of it as possible and record the price at which we bought it. We'd then check if any of our previous purchased could be sold for profit, and sell them as soon as we could do so.
Our Second Strategy
After this didn't really work, we decided to look at the rolling averages of the three instruments independently, and then buy if the current price was lower than the rolling average. We'd then sell for profit as before. This didn't seem to work because they stocks weren't predictable enough.
Out Final Strategy
Deep into the night at this stage, we decided to rely on others' offers to make our own. If we observed an offer that was a lot better than the average, we'd make a slightly better one to be the one who secured the transaction. This worked extremely well, likely due to the frequency of out trades.
What we Learned
Markets are complicated and competitive. This challenge was not easy, but perseverence was definitely key.
Built With
- optiver
- python
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